quantile.mcsim: quantile method for objects of type 'mcsim'
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
quantile.mcsim R Documentation
quantile method for objects of type mcsim
Description
generates quantiles of cumulative P&L of the replicated equity curves
Usage
## S3 method for class 'mcsim'
quantile(x, ..., normalize = TRUE)
Arguments
x
object of type 'mcsim' to produce replicate quantiles
...
any other passthrough parameters
normalize
TRUE/FALSE whether to normalize the plot by initEq, default TRUE
Author(s)
Jasen Mackie, Brian G. Peterson
braverock/blotter documentation built on Sept. 15, 2024, 8:45 p.m.
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| quantile.mcsim | R Documentation |
quantile method for objects of type mcsim
Description
generates quantiles of cumulative P&L of the replicated equity curves
Usage
## S3 method for class 'mcsim'
quantile(x, ..., normalize = TRUE)
Arguments
x |
object of type 'mcsim' to produce replicate quantiles |
... |
any other passthrough parameters |
normalize |
TRUE/FALSE whether to normalize the plot by initEq, default TRUE |
Author(s)
Jasen Mackie, Brian G. Peterson
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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